VY® American Century Sm-Mid Cp Val I (IACIX)
14.91
-0.22 (-1.45%)
USD |
May 11
IACIX Max Drawdown (5Y): 40.85% for April 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2021 | 40.85% |
| March 31, 2021 | 40.85% |
| February 28, 2021 | 40.85% |
| January 31, 2021 | 40.85% |
| December 31, 2020 | 40.85% |
| November 30, 2020 | 40.85% |
| October 31, 2020 | 40.85% |
| September 30, 2020 | 40.85% |
| August 31, 2020 | 40.85% |
| July 31, 2020 | 40.85% |
| June 30, 2020 | 40.85% |
| May 31, 2020 | 40.85% |
| April 30, 2020 | 40.85% |
| March 31, 2020 | 40.85% |
| February 29, 2020 | 22.93% |
| January 31, 2020 | 22.93% |
| December 31, 2019 | 22.93% |
| November 30, 2019 | 22.93% |
| October 31, 2019 | 22.93% |
| September 30, 2019 | 22.93% |
| August 31, 2019 | 22.93% |
| July 31, 2019 | 22.93% |
| June 30, 2019 | 22.93% |
| May 31, 2019 | 22.93% |
| April 30, 2019 | 22.93% |
| Date | Value |
|---|---|
| March 31, 2019 | 22.93% |
| February 28, 2019 | 22.93% |
| January 31, 2019 | 22.93% |
| December 31, 2018 | 22.93% |
| November 30, 2018 | 15.84% |
| October 31, 2018 | 15.84% |
| September 30, 2018 | 15.84% |
| August 31, 2018 | 15.84% |
| July 31, 2018 | 15.84% |
| June 30, 2018 | 15.84% |
| May 31, 2018 | 15.84% |
| April 30, 2018 | 15.84% |
| March 31, 2018 | 15.84% |
| February 28, 2018 | 15.84% |
| January 31, 2018 | 15.84% |
| December 31, 2017 | 15.84% |
| November 30, 2017 | 15.84% |
| October 31, 2017 | 15.84% |
| September 30, 2017 | 15.84% |
| August 31, 2017 | 15.84% |
| July 31, 2017 | 15.84% |
| June 30, 2017 | 15.84% |
| May 31, 2017 | 15.84% |
| April 30, 2017 | 15.84% |
| March 31, 2017 | 15.84% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
15.84%
Minimum
May 2016
40.85%
Maximum
Mar 2020
23.45%
Average
15.84%
Median
May 2016
Max Drawdown (5Y) Benchmarks
| MassMutual Mid-Cap Value I | 39.61% |
| American Century Mid Cap Value Y | 39.25% |
| American Century NT Mid Cap Value G | 38.93% |
| Ariel Appreciation Institutional | 42.55% |
| VY® JPMorgan Mid Cap Value I | 43.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.912 |
| Beta (5Y) | 1.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.61% |
| Historical Sharpe Ratio (5Y) | 0.6777 |
| Historical Sortino (5Y) | 0.6425 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.90% |